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math.PR2023★ 4 cited
Hölder regularity and roughness: construction and examples
Erhan Bayraktar, Purba Das, Donghan Kim
We study how to construct a stochastic process on a finite interval with given `roughness' and finite joint moments of marginal distributions. We first extend Ciesielski's isomorph…
math.PR2022
A trajectorial approach to entropy dissipation for degenerate parabolic equations
Donghan Kim, Lane Chun Yeung
We consider degenerate diffusion equations of the form on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities t…